Pardoux Etienne:
Markov Processes And Applications
Algorithms, Networks, Genome And Finance
John Wiley And Sons Ltd (United Kingdom), 2008
Hardback, 322 pages
Size: 230x161 mm
ISBN: 9780470772713
ISBN-10: 0470772719
List price: £45.00
You save: 10%
Markov Processes And Applications
Markov processes is the class of stochastic processes whose past and future are conditionally independent, given their present state. This book describes discrete time Markov chains, the Poisson process and continuous time Markov chains. It presents an introduction to stochastic calculus and mathematical finance.

